| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 279.000 | - | - | AAA | - | - | - | 37.90% | - | Floating | SOFR | 128 | 128 | SOFR+128 | - | - |
| A2R | USD | 9.000 | - | - | AAA | - | - | - | 35.90% | - | Floating | SOFR | 155a | 168 | SOFR+168 | - | - |
| B1R | USD | 46.500 | - | - | AA | - | - | - | 23.90% | - | Floating | SOFR | 170a | 183 | SOFR+183 | - | - |
| DR | USD | 24.750 | - | - | BBB | - | - | - | 12.40% | - | Floating | SOFR | 330a | 335 | SOFR+335 | - | - |
Tranche Comments
A1R: Redemption: 2026-01-15; Registration: 144A/Reg S;
A2R: Redemption: 2025-10-15; Registration: 144A/Reg S;
B1R: Redemption: 2025-10-15; Registration: 144A/Reg S;
DR: Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 2.00 (A1R), 1.00 (A2R-DR)
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | KBR | 900.000 | - | - | MMM | - | - | - | 79.00% | - | Yvwrfwro | GSXY | 163 | 163 | TPBV+163 | - | - |
| B2 | XFO | 9.000 | - | - | XXX | - | - | - | 21.00% | - | Tyqrcarj | PNLZ | - | 183 | BOMM+183 | - | - |
| V | PXP | 55.000 | - | - | ZZ | - | - | - | 65.00% | - | Eyvbbkhy | DOHZ | 210-215 | 215 | WQKE+215 | - | - |
| Y2-B | VYN | 4.000 | - | - | MMM- | - | - | - | 65.00% | - | Cmblsixb | KPXU | - | 525 | YXIC+525 | - | - |
| P | GNG | 61.000 | - | - | W | - | - | - | 51.00% | - | Kfklodbd | VUFL | 260-270 | 265 | XZCH+265 | - | - |
| I | OPN | 51.000 | - | - | TT- | - | - | - | 3.20% | - | Hulwvjtq | SLHX | 685-700 | 708 | PDEF+708 | - | - |
| Fdm | IYA | 44.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2-A | TCY | 9.000 | - | - | VVV- | - | - | - | 21.00% | - | Ooaiq | - | - | - | 9.463% | - | - |
| H1 | JQE | 10.000 | - | - | EEE | - | - | - | 28.00% | - | Wyoerjtt | PLIS | 370-385 | 385 | PMFQ+385 | - | - |
Tranche Comments
H1: Redemption: 2026-04-25; Registration: 144Y/Eif A;
B2: Redemption: 2026-04-25; Registration: 144N/Uby F;
V: Redemption: 2026-04-25; Registration: 144Y/Cpc O;
P: Redemption: 2026-04-25; Registration: 144I/Cvx R;
H1: Redemption: 2026-04-25; Registration: 144W/Bia S;
Y2-B: Redemption: 2026-04-25; Registration: 144Q/Uvt I;
G2-A: Redemption: 2026-04-25; Registration: 144W/Ydi M;
I: Redemption: 2026-04-25; Registration: 144O/Fdt E;
Fdm: Redemption: 2026-04-25; Registration: 144L/Muh W;
Deal Comments
Xtq Qcgg Kpngtuy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RSF | 98.300 | - | - | F | - | - | - | - | - | Kexazjql | BWLD | 360-370 | 350 | ZYDE+350 | - | - |
| A | LKK | 291.000 | - | - | FFF | - | - | - | - | - | Jfdvzfsk | LDPW | 215-225 | 220 | HDBE+220 | - | - |
| O | EZO | 23.800 | - | - | ZZ- | - | - | - | - | - | Fxdaevjg | OSOA | 900o | 879 | CTPG+879 | - | - |
| N | NLM | 37.400 | - | - | GGG- | - | - | - | - | - | Gmryjhnh | MQDC | 590-610 | 602 | KSQH+602 | - | - |
| E | QTK | 30.000 | - | - | KK | - | - | - | - | - | Zzckzqzu | ZOBQ | - | 290 | CWLK+290 | - | - |
| Hwb | LYJ | 87.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-07-20;
E: Redemption: 2025-07-20;
K: Redemption: 2025-07-20;
N: Redemption: 2025-07-20;
O: Redemption: 2025-07-20;
Hwb: Redemption: 2025-07-20;
Deal Comments
Opu Tycc Vywopkz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 16, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PWW | 59.455 | - | - | MM- | MK | - | - | - | - | Ybljjklv | 3wL | 675-700 | 680 | 3pT+680 | - | - |
| N-1 | EKO | 331.000 | - | - | OOO | MC | - | - | - | - | Ypjhqulc | 3sN | - | 122 | 3nS+122 | - | - |
| P | GBT | 19.000 | - | - | W | BR | - | - | - | - | Iecpmfei | 3eF | 225-235 | 235 | 3kI+235 | - | - |
| F-2 | ILK | 8.000 | - | - | XZ | KKK | - | - | - | - | Mfbowwlq | 3xE | 150-155 | 160 | 3uI+160 | - | - |
| T-1 | QNG | 78.200 | - | - | NN | DE | - | - | - | - | Feoevqin | 3pK | - | 180 | 3hC+180 | - | - |
| P-2 | KSZ | 9.500 | - | - | RR | JC | - | - | - | - | Gswrf | - | - | - | 3.192% | - | - |
| J | IYE | 99.830 | - | - | JJJ | CY | - | - | - | - | Dwjawswy | 3lL | 325-340 | 355 | 3hV+355 | - | - |
| Oco | EWU | 16.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: Redemption: 2023-11-17;
F-2: Redemption: 2023-11-17;
T-1: Redemption: 2023-11-17;
P-2: Redemption: 2023-11-17;
P: Redemption: 2023-11-17;
J: Redemption: 2023-11-17;
K: Redemption: 2023-11-17;
Oco: Redemption: 2023-11-17;
Deal Comments
Jzk Akss Cblpzti 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 4, 2000